+0.5%
HD vs BITO
+149.6%
-149.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -3.9% | -5.8% | +1.9% | -3.5% |
| 30D | -13.1% | +21.1% | -34.3% | -14.3% |
| 3M | -3.4% | +23.5% | -26.9% | -4.9% |
| 6M | -12.6% | +8.3% | -20.8% | -13.1% |
| YTD | -9.2% | -13.9% | +4.6% | -8.6% |
| 1Y | -23.9% | -34.5% | +10.6% | -21.9% |
| All | +0.5% | +149.6% | -149.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BITO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling